Power laws and long memory

DOI10.1080/713666000zbMATH Open1405.91718OpenAlexW2104810914WikidataQ126242479 ScholiaQ126242479MaRDI QIDQ4646509FDOQ4646509

Authors

Publication date 14 January 2019

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/713666000

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Fractals (28A80) Financial applications of other theories (91G80)

Cited in

(3)

• scientific article; zbMATH DE number 797394 (Why is no real title available?)
• Long Memory in Nonlinear Processes
• Long memory and self-similar processes

This page was built for publication: Power laws and long memory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4646509)